Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance

DOI10.1016/j.apm.2010.03.009zbMath1201.60083OpenAlexW1966737816MaRDI QIDQ611617

Zafer Kucuk, Rovshan Aliyev, Tahir Khaniyev

Publication date: 14 December 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.03.009

zbMATH Keywords

asymptotic expansionsemi-Markovian random walkergodic distributionA discrete interference of chanceergodic momentsMonte Carlo simulation method

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Limit distribution for a semi-Markovian random walk with Weibull distributed interference of chance ⋮ On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process

Cites Work

• On some boundary crossing problems for Gaussian random walks
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• A second-order approximation for the variance of a renewal reward process
• Asymptotic expansions for the moments of the Gaussian random walk with two barriers
• Asymptotic expansions for the moments of a randomly stopped average
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
• On the semi-Markovian random walk with two reflecting barriers
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands
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